-6.5%
FXI vs MTUM
+78.7%
-85.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.2% |
| 7D | -3.9% | +0.7% | -4.6% | -4.2% |
| 30D | -2.1% | -2.4% | +0.3% | -1.1% |
| 3M | -0.5% | -3.6% | +3.2% | +0.2% |
| 6M | -4.5% | +23.7% | -28.2% | -16.6% |
| YTD | -9.2% | +22.9% | -32.2% | -20.6% |
| 1Y | -13.8% | +21.8% | -35.5% | -24.2% |
| 3Y | +36.6% | +114.4% | -77.9% | -17.8% |
| All | -6.5% | +78.7% | -85.1% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MTUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling